I don't think it's a bug... However, it is different from QlikView behavior.
The set Analysis filter ignores selections in the field Quarter.
Technically speaking, the selection in a calculated filter 'Q' & Quarter is not the same as a selection in the field Quarter, even though they are logically connected. If you make the selection in that filter, you will see that the "selected" quarter appears as "white", or Possible value, as opposed to "green" (Selected).
If this creates a problem, then perhaps calculated filters should be avoided.
I compared the same behavior in QlikView... Both in QV 11.2 and in QV 12.0, making a selection in a calculated filter immediately caused a selection made in the associated field (Quarter in this case), and the Set Analysis calculation ignored the selection as expected.
In Qlik Sense, however, the calculated filter doesn't cause a selection in the filed Quarter, and the Set Analysis filter cannot ignore the selection that wasn't there...